+221.4%
SPXL vs KEYS
+154.3%
+67.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | -0.6% |
| 7D | -2.5% | +3.5% | -6.0% | -5.1% |
| 30D | -4.2% | -4.5% | +0.2% | -1.3% |
| 3M | +8.1% | -0.4% | +8.5% | +6.4% |
| 6M | +35.6% | +19.1% | +16.5% | +14.4% |
| YTD | +28.8% | +66.7% | -37.9% | -23.7% |
| 1Y | +39.8% | +96.5% | -56.6% | -30.7% |
| 3Y | +221.4% | +155.2% | +66.2% | +15.7% |
| All | +221.4% | +154.3% | +67.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling